+94.6%
TFC vs WAB
+293.0%
-198.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | 0.0% |
| 7D | -1.3% | +0.2% | -1.5% | -1.4% |
| 30D | -2.3% | -4.6% | +2.2% | +0.4% |
| 3M | +2.5% | +5.6% | -3.2% | -1.9% |
| 6M | +9.5% | +13.8% | -4.3% | -0.2% |
| YTD | +5.1% | +31.9% | -26.8% | -12.6% |
| 1Y | +15.5% | +48.3% | -32.8% | -10.9% |
| 3Y | +95.2% | +167.1% | -72.0% | +3.9% |
| 5Y | +14.5% | +222.9% | -208.4% | -46.2% |
| All | +94.6% | +293.0% | -198.4% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling